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Hourly Trading

Marc · 2019-02-23T22:46:30+00:00

HI together, I wanted to open a trade at hour x and want to close order at hour y. The code looks fine (I think), but a lot more orders were opened. Is there a reason why and can anybody help me how to enter trades only within tradingwindow mentioned in the code? Defparam Cumulateorders = False n = 1 IF NOT ONMARKET AND DayOfWeek = 4 and HOUR > 8 THEN BUY n SHARES AT MARKET nextbaropen endif IF ONMARKET AND DayOfWeek = 4 and HOUR > 11 THEN SELL n SHARES AT MARKET nextbaropen endif Pls attached a trade overview

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ProOrder: Automated Strategies & Backtesting
Hourly Trading

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02/23/2019 at 11:46 PM #92156 quote
Marc
Participant

Average
HI together,

I wanted to open a trade at hour x and want to close order at hour y.

The code looks fine (I think), but a lot more orders were opened.

Is there a reason why and can anybody help me how to enter trades only within tradingwindow mentioned in the code?
```
Defparam Cumulateorders = False
n = 1

IF NOT ONMARKET AND DayOfWeek = 4 and HOUR > 8 THEN
BUY n SHARES AT MARKET nextbaropen
endif

IF ONMARKET AND DayOfWeek = 4 and HOUR > 11 THEN
SELL n SHARES AT MARKET nextbaropen
endif
```
Pls attached a trade overview

Unbenannt.jpg
02/24/2019 at 9:37 AM #92169 quote
GraHal
Participant

Legend
Yeah … isn’t below what you want (= not > ) else you’ll be opening trades at 12, 14 etc and closing every alternate hour at 13 15 etc.
```
IF NOT ONMARKET AND DayOfWeek = 4 and HOUR = 8 THEN
BUY n SHARES AT MARKET nextbaropen
endif
 
IF ONMARKET AND DayOfWeek = 4 and HOUR = 11 THEN
SELL n SHARES AT MARKET nextbaropen
endif
```
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Viewing 2 posts - 1 through 2 (of 2 total)

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Hourly Trading

ProOrder: Automated Strategies & Backtesting

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Marc @mast83 Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by GraHal
7 years, 8 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	02/23/2019
Status:	Active
Attachments:	1 files

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Hourly Trading

Stuck on this ProBuilder code?

Hourly Trading ProOrder: Automated Strategies & Backtesting

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Hourly Trading

ProOrder: Automated Strategies & Backtesting